On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion
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Publication:2953207
DOI10.1090/mcom/3107zbMath1355.65010OpenAlexW2319975304MaRDI QIDQ2953207
M. Siebenmorgen, Helmut Harbrecht, Michael D. Multerer
Publication date: 4 January 2017
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c6c016a4c2b3b3549daf705d438f86a1cde2f694
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (10)
Novel results for the anisotropic sparse grid quadrature ⋮ Analysis of the domain mapping method for elliptic diffusion problems on random domains ⋮ Uncertainty Quantification for PDEs with Anisotropic Random Diffusion ⋮ Solving a Bernoulli type free boundary problem with random diffusion ⋮ Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media ⋮ Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation ⋮ Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient ⋮ Infinite-dimensional integration and the multivariate decomposition method ⋮ Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains ⋮ Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
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